It is not even showing up in gallery. I think something may be wrong with phone. I can see my images in gallery, but not when I use data cable. With data cable 'images' folder is completely empty. Strange. This may have something to do with problem. No big deal, I want new phone anyway.
Well, if its not even showing up then there is some problem with your device... And to use it as screensaver (even if you manage to view it in gallery) just go to menu - settings - themes - energy saving - animation - browse for .swf file!